+100.2%
UAL vs CCJ
+859.4%
-759.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.7% | +1.1% | +5.1% |
| 7D | +10.2% | +2.7% | +7.5% | +9.4% |
| 30D | +12.0% | -14.4% | +26.4% | +17.0% |
| 3M | -7.1% | -22.6% | +15.5% | -0.3% |
| 6M | +20.9% | -35.4% | +56.3% | +35.8% |
| YTD | +7.7% | -17.6% | +25.3% | +11.2% |
| 1Y | +23.6% | -18.1% | +41.7% | +27.5% |
| 3Y | +222.6% | +79.6% | +143.0% | +146.5% |
| 5Y | +127.9% | +175.3% | -47.3% | +43.9% |
| 10Y | +100.2% | +844.8% | -744.6% | -19.4% |
| All | +100.2% | +859.4% | -759.2% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling